Chicago SRW Wheat GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.68%
decreased by 0.68%
1 Week
28.77%
decreased by 0.59%
1 Month
29.09%
decreased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 05:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 16.39 | |
| 0.0541 | 17.37 | |
| 0.9380 | 425.99 | |
| -0.0111 | -2.29 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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